Citadel Advisors Portfolio holdings
Citadel Advisors, founded in 1990 by Kenneth C. Griffin as Citadel LLC and headquartered in Chicago, Illinois, is one of the world’s most prominent hedge funds, managing tens of billions in assets through sophisticated quantitative trading strategies. The firm excels in market-making and high-frequency trading across asset classes like equities, fixed income, options, and commodities, leveraging cutting-edge technology and data analysis to generate returns. Citadel operates two main arms: its hedge fund business, which serves institutional and high-net-worth investors, and Citadel Securities, a leading market maker that facilitates a significant portion of U.S. equity and options trades. Known for its secretive, high-performance culture, Citadel has grown into a financial titan under Griffin’s leadership, influencing global markets with its scale and innovation.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.04B |
| 2 |
Meta Platforms (Facebook)
META
|
+$742M |
| 3 |
Wells Fargo
WFC
|
+$363M |
| 4 |
Salesforce
CRM
|
+$310M |
| 5 |
Invesco QQQ Trust
QQQ
|
+$281M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$869M |
| 2 |
Apple
AAPL
|
+$693M |
| 3 |
PPLI
People Inc
PPLI
|
+$488M |
| 4 |
Expedia Group
EXPE
|
+$409M |
| 5 |
Charter Communications
CHTR
|
+$370M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.96% |
| 2 | Healthcare | 2.64% |
| 3 | Financials | 2.22% |
| 4 | Consumer Discretionary | 2.1% |
| 5 | Industrials | 1.71% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
151
Alibaba
BABA
$276B
| $240M | 0.07% |
817,151
-94,763
| -10% | -$25M |
|
152
CALL
JPMorgan Chase
JPM
$925B
| $237M | 0.07% |
2,456,800
-937,600
| -28% | -$92.1M |
|
153
PUT
Pfizer
PFE
$144B
| $235M | 0.07% |
6,745,389
+2,478,481
| +58% | +$86.9M |
|
154
CALL
Broadcom
AVGO
$1.78T
| $234M | 0.07% |
6,430,000
+197,000
| +3% | +$6.6M |
|
155
Omnicom Group
OMC
$23.7B
| $230M | 0.07% |
4,648,881
+111,290
| +2% | +$5.96M |
|
156
CALL
Uber
UBER
$143B
| $230M | 0.07% |
6,305,500
-582,700
| -8% | -$19.2M |
|
157
PUT
lululemon athletica
LULU
$13.5B
| $229M | 0.07% |
696,300
-181,300
| -21% | -$60.5M |
|
158
PUT
Intuitive Surgical
ISRG
$127B
| $229M | 0.07% |
969,300
+89,700
| +10% | +$20.1M |
|
159
CALL
Beyond Meat
BYND
$273M
| $228M | 0.06% |
1,375,500
+355,600
| +35% | +$48.2M |
|
160
PUT
AT&T
T
$167B
| $228M | 0.06% |
10,592,000
-1,031,926
| -9% | -$23.1M |
|
|
OPTU
161
Optimum Communications Inc
OPTU
$294M
| $223M | 0.06% |
8,585,189
+3,692,457
| +75% | +$95.9M |
|
162
CALL
Peloton Interactive
PTON
$2.87B
| $223M | 0.06% |
2,246,000
+1,392,900
| +163% | +$102M |
|
|
ATVI
163
PUT
DELISTED
Activision Blizzard
ATVI
| $221M | 0.06% |
2,728,300
+1,100,200
| +68% | +$89.3M |
|
164
IQVIA
IQV
$40.4B
| $221M | 0.06% |
1,400,208
+213,135
| +18% | +$33.4M |
|
165
iShares Core MSCI Emerging Markets ETF
IEMG
$144B
| $221M | 0.06% |
4,177,537
-1,792,389
| -30% | -$94M |
|
166
CALL
Micron Technology
MU
$871B
| $220M | 0.06% |
4,686,000
+437,100
| +10% | +$21.2M |
|
167
PUT
McDonald's
MCD
$194B
| $220M | 0.06% |
1,000,900
-251,600
| -20% | -$51.7M |
|
168
Lyft
LYFT
$5.85B
| $220M | 0.06% |
7,973,191
+7,892,624
| +9,796% | +$235M |
|
169
Allstate
ALL
$70.9B
| $219M | 0.06% |
2,329,730
-992,959
| -30% | -$92.6M |
|
170
PUT
iShares MSCI EAFE ETF
EFA
$76.2B
| $219M | 0.06% |
3,441,500
+854,400
| +33% | +$54.7M |
|
171
PUT
Caterpillar
CAT
$359B
| $218M | 0.06% |
1,461,700
+125,500
| +9% | +$17.6M |
|
172
CALL
Starbucks
SBUX
$119B
| $218M | 0.06% |
2,534,200
+838,700
| +49% | +$66.9M |
|
173
Ametek
AME
$53.7B
| $217M | 0.06% |
2,185,725
-667,795
| -23% | -$64.6M |
|
174
AutoZone
AZO
$51.3B
| $215M | 0.06% |
182,633
+70,025
| +62% | +$82.7M |
|
|
175
McDonald's
MCD
$194B
| $215M | 0.06% |
977,282
+752,290
| +334% | +$154M |
|
Similar funds
Citadel Advisors's Q3 2020 Portfolio in Review
As of Q3 2020, Citadel Advisors held 11,253 positions worth $353B, up 26% from $280B the previous quarter. Its ten largest holdings account for 36% of the portfolio.
Citadel Advisors deployed $24.6B of net new capital in Q3 2020, opening 1,597 new positions and adding to 4,071 existing holdings. Its largest new stake was iShares MSCI EAFE ETF: 4,016,602 shares worth $256M.
By sector, the portfolio is most concentrated in Technology at 3% of assets, down from 3.3% a quarter earlier, followed by Healthcare and Financials.
On the sell side, the largest reduction was Amazon, an estimated $869M trimmed.
- Citadel Advisors's largest Q3 2020 buy was iShares MSCI EAFE ETF: 4,016,602 shares worth $256M.
- Citadel Advisors added most to State Street SPDR S&P 500 ETF Trust in Q3 2020, an estimated $1.04B increase.
- Citadel Advisors's biggest Q3 2020 reduction was Amazon, cutting an estimated $869M.
- Citadel Advisors fully exited Intel in Q3 2020, selling an estimated $249M.
- Citadel Advisors's ten largest holdings make up 36% of its $353B portfolio in Q3 2020.
- Citadel Advisors opened 1,597 new positions and closed 1,264 in Q3 2020.
- Citadel Advisors's portfolio value rose 26% quarter-over-quarter to $353B.
Based on Citadel Advisors's 13F filing for Q3 2020, filed 16 Nov 2020.